Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Keltner.Multiplicator and Keltner.Mean.Type

BEST PARAMETERS
Keltner.Multiplicator = 5
Keltner.Mean.Type = Sine_WMA
Profit account= 192 (per day adjusted to desire% DD )
Activity = 4.4 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Keltner.Multiplicator = 5 and Keltner.Mean.Type = Sine_WMA

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount FailByTimeActive MeetTarget
87 11152.66 344.71 1484.65 3 151 132 -4.9 5 Sine_WMA AUDUSD 4.948833 202.067827 60620.3482 22535.9378 65.376513 0.4380494 No No Yes
1037 11935.90 351.92 2478.36 3 149 127 -8.3 5 Sine_WMA XAUUSD 8.261200 121.047790 36314.3369 14448.1431 41.055192 0.4233917 No No Yes
847 15550.80 351.32 4681.34 3 153 122 -15.6 5 Sine_WMA USDCHF 15.604467 64.084215 19225.2646 9965.6081 28.366185 0.4355004 No No No
752 6917.99 349.68 4255.97 3 104 78 -14.2 5 Sine_WMA USDCAD 14.186567 70.489219 21146.7656 4876.4371 13.945427 0.2974148 No No No
372 19475.16 355.08 15782.60 4 152 119 -52.6 5 Sine_WMA EURUSD 52.608667 19.008275 5702.4825 3701.8920 10.425515 0.4280725 No No No
942 168309.83 355.13 153295.19 7 169 133 -511.0 5 Sine_WMA USDJPY 510.983967 1.957009 587.1026 3293.8378 9.275020 0.4758821 Yes No No
277 27985.58 335.58 36644.37 5 158 122 -122.1 5 Sine_WMA EURJPY 122.147900 8.186796 2456.0389 2291.1225 6.827351 0.4708266 No No No
562 74140.63 355.00 95814.26 6 154 128 -319.4 5 Sine_WMA GBPUSD 319.380867 3.131058 939.3174 2321.3861 6.539116 0.4338028 Yes No No
657 10399.99 354.92 13997.86 4 124 100 -46.7 5 Sine_WMA NZDUSD 46.659533 21.431847 6429.5542 2228.9100 6.280035 0.3493745 No No No
182 11434.30 347.92 45430.76 4 96 79 -151.4 5 Sine_WMA EURGBP 151.435867 6.603455 1981.0366 755.0589 2.170208 0.2759255 No No No
467 30885.37 342.36 135318.05 5 152 121 -451.1 5 Sine_WMA GBPJPY 451.060167 2.216999 665.0997 684.7284 2.000024 0.4439771 Yes No No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot Scalperv4
4 Show.only.entry.triggers True
5 Show.only.Exit.triggers False
6 Show.labels.for.type.of.signals False
7 TimeWindow 1615-1600
8 Source close
9 Starting.account.balance 30 000
10 Enter.with.this.Percent.of.account.balance 100
11 Minimum.profit.take 0.15
12 Profit.Take.Extension.Factor..PTEF.. 0.2
13 Fixed.equity..unclick.is.compounded True
14 Time.frame.volatility 1 day
15 Length.over.which.to.calculate.volatility 5
16 Percent.price.extention.to.re.enter 40
17 BB.Length.Bollinger.bands.to.Enter 20
18 BB.Number.of.SDs.to.Enter 1.5
19 Reversal.Trigger.BB False
20 Reversal.Positioning.BB False
21 Continuation.Trigger.BB False
22 Continuation.Positioning.BB False
23 Donchian.channel.Timeframe 30 minutes
24 Donchian.channel.length 24
25 Reversal.Trigger.Donchian False
26 Reversal.Positioning.Donchian False
27 Continuation.Trigger.Donchian False
28 Continuation.Positioning.Donchian False
29 Keltner.channel.Timeframe 1 hour
30 Keltner.length 100
31 Keltner.Multiplicator 3.5
32 Keltner.Mean.Type TEMA
33 Reversal.Trigger.Keltner False
34 Reversal.Positioning.Keltner True
35 Continuation.Trigger.Keltner False
36 Continuation.Positioning.Keltner False
37 PPO.Entry.Timeframe 15 minutes
38 PPO.Entry.type.of.fast.moving.average Jurik
39 PPO.Entry.Fast.Length 8
40 PPO.Entry.type.of.slow.moving.average SMA
41 PPO.Entry.Slow.Length 300
42 Reversal.Direction.PPO False
43 Reversal.Positioning.PPO False
44 PPOthreshold -0.6
45 Continuation.Direction.PPO False
46 Continuation.Positioning.PPO False
47 PPOfrom -0.1
48 PPOto -0.9
49 Supertrend.Entry.Timeframe 30 minutes
50 Supertrend.Entry.length 24
51 Supertrend.Entry.factor 1
52 Reversal.Trigger.SuperT False
53 Reversal.Direction.SuperT False
54 Continuation.Direction.SuperT False
55 Longterm.Mean.Entry.Timeframe 30 minutes
56 Longterm.Mean.Entry.length 24
57 Longterm.Mean.Entry.type.of.moving.average EMA
58 Reversal.Direction.LongTermMean False
59 Continuation.Direction.LongTermMean False
60 BLAI.Timeframe 15 minutes
61 BLAI.length 10
62 Reversal.Trigger.BLAI True
63 Reversal.Direction.BLAI False
64 Reversal.Positioning.BLAI False
65 Long.below.this.value 10
66 Continuation.Direction.BLAI False
67 Continuation.Positioning.BLAI False
68 Long.between.this.value.and.its.inverse 10
69 Stoch.Timeframe 2 hours
70 Stoch.length 24
71 Reversal.Direction.Stoch False
72 Reversal.Positioning.Stoch False
73 Stoch.Rev.Thresh. 20
74 Continuation.Direction.Stoch False
75 Continuation.Positioning.Stoch. False
76 Stoch.Cont.Thresh. 20
77 RSX.Timeframe 1 hour
78 RSX.length 24
79 Reversal.Direction.RSX False
80 Reversal.Positioning.RSX False
81 RSX.Rev.Thresh. 30
82 Continuation.Direction.RSX False
83 Continuation.Positioning.RSX. False
84 RSX.Cont.Thresh. 30
85 RSI.Timeframe 1 minute
86 RSI.Length 4
87 RSI.LongThres. 60
88 RSI.Reversal.Trigger False
89 PVol.Length 45
90 PVol.Number.of.bins 25
91 PVol.Value.Area 80
92 Reversal.Trigger.PVol False
93 Reversal.Positioning.PVol False
94 Continuation.Trigger.PVol False
95 Continuation.Positioning.PVol False
96 Pivots.Timeframe 5 minutes
97 Pivots.Length 5
98 Pivots.Buffer 0.05
99 Source.Pivot.highs high
100 Source.Pivot.lows low
101 Enter.on.HH.number. 1
102 Reversal.Trigger.Pivots False
103 Reversal.Position.Pivots False
104 Continuation.Trigger.Pivots False
105 Relative.MinMax.Timeframe 30 minutes
106 RelMinMax.length 24
107 RelMinMax.Thresh. -0.8
108 Reversal.Trigger.RelMinMax False
109 Reversal.Positioning.RelMinMax False
110 Relative.MinMax.Timeframe.1 30 minutes
111 RelMinMax.length.1 24
112 RelMinMax.Thresh..1 -0.8
113 Continuation.Trigger.RelMinMax False
114 Continuation.Positioning.RelMinMax False
115 Reversal.Number.of.PTs.to.highest.value 20
116 Continuation.Number.of.PTs.to.highest.value 3
117 Allow.OP.Reversal False
118 Allow.OP.Continuation False
119 OR.Length 36
120 OR.Time.Frame 1 hour
121 Exit.by Bollinger
122 BB.Exit.length 15
123 BB.Exit.number.of.SDs 1.5
124 Exit.Fast.SuperTrend.time.frame 3 minutes
125 Exit.Fast.Super.trend.ATR.Length 20
126 Exit.fast.SuperTrend.Factor 0.5
127 Gann.Exit.length 40